ahhh!
these are palette files, not PCX or ANI files.
i suspect that instead of having to take each palette from all of the files, they simply used a preset of palette files in order to render things faster, and somewhere within the original fs1 code there where code to deal with this. it seems however stripped from the fs2 code.
From the code we can read this, why there is not clr files in the a cache dir anymore.
Quote from Code
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Added cfile functions to read/write rle compressed blocks of data.
* Made palman use it for .clr files. Made alphacolors calculate on the
* fly rather than caching to/from disk.
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so it might only be the Alpha colours that are cached in RLE, (RUN_LENGTH_COMPRESSION) format.
You cant use it for anything